S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
58.76%
decreased by 2.73%
1 Week
58.59%
decreased by 2.90%
1 Month
57.95%
decreased by 3.54%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1679 | 5.27 | |
| 0.0589 | 55.54 | |
| 0.9949 | 1,034.17 | |
| 6.4051 | 9.51 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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